{"id":581,"date":"2023-11-14T13:39:00","date_gmt":"2023-11-14T05:39:00","guid":{"rendered":"https:\/\/www.nanoexpress.com\/?p=581"},"modified":"2025-12-16T08:45:40","modified_gmt":"2025-12-16T00:45:40","slug":"nano%e6%9c%9f%e8%b4%a7%e4%ba%a4%e6%98%93%e6%b5%8b%e8%af%95%e7%8e%af%e5%a2%83","status":"publish","type":"post","link":"https:\/\/www.nanoexpress.com\/?p=581","title":{"rendered":"nano FPGA\u56de\u62a5\u52a0\u901f\u4f7f\u7528\u624b\u518c"},"content":{"rendered":"\n

1. API\u4f7f\u7528<\/h1>\n\n\n\n

1.1. API\u63a5\u53e3\uff1a\u8bbe\u7f6eFPGA\u53c2\u6570\uff0c\u5728Init\u63a5\u53e3\u524d\u8c03\u7528<\/h2>\n\n\n\n
\/\/\/ Description:\u8bbe\u7f6eFPGA\u53c2\u6570\uff0c\u5728Init\u63a5\u53e3\u524d\u8c03\u7528\n\/\/\/ bFpgaReturn : FPGA\u56de\u62a5\u52a0\u901f\u5f00\u5173\u3002\u8bbe\u7f6etrue\u8868\u793a\u5f00\u542fFPGA\u56de\u62a5\u52a0\u901f\n\/\/\/ nStreamLogCpuID : FPGA\u6d41\u65e5\u5fd7\u5f00\u5173\u3002\u9ed8\u8ba4\u4e0d\u5f00\u542f\u6d41\u65e5\u5fd7\nvirtual void SetFPGAParams(bool bFpgaReturn, bool bStreamLog = false) = 0;<\/code><\/pre>\n\n\n\n
1.2. \u5f00\u53d1\u6d41\u7a0b<\/h2>\n\n\n\n
\u53c2\u8003demo\u76ee\u5f55\u4e0b\u9762\u7684main.cpp\u7684\u7a0b\u5e8f<\/p>\n\n\n\n
2. \u4e0a\u671f\u4e2d\u91d1\u56de\u62a5<\/h1>\n\n\n\n
2.1. \u5404\u59d4\u6258\u72b6\u6001\u4e0b\u652f\u6301\u7684\u5b57\u6bb5<\/h2>\n\n\n\n
2.1.1. \u59d4\u6258\u56de\u62a5\uff08\u786e\u8ba4\uff0c\u90e8\u6210\uff0c\u90e8\u64a4\uff0c\u64a4\u5355\uff0c\u5168\u6210\uff09<\/h3>\n\n\n\n
\u5b57\u6bb5<\/strong><\/td>\u5b57\u6bb5\u8bf4\u660e<\/strong><\/td>\u662f\u5426\u8d4b\u503c<\/strong><\/td>\u5907\u6ce8<\/strong><\/td><\/tr>
AccountID<\/td>\u8d26\u53f7<\/td><\/td><\/td><\/tr>
OrderSysID<\/td>\u62a5\u5355\u7f16\u7801<\/td>\u221a<\/td><\/td><\/tr>
BrokerOrderID<\/td>\u7ecf\u7eaa\u516c\u53f8\u62a5\u5355\u7f16\u7801<\/td><\/td><\/td><\/tr>
SessionID<\/td>\u4f1a\u8bdd\u7f16\u7801<\/td>\u221a<\/td><\/td><\/tr>
OrderRef<\/td>\u62a5\u5355\u5f15\u7528<\/td>\u221a<\/td><\/td><\/tr>
InstrumentID<\/td>\u5408\u7ea6\u4ee3\u7801<\/td>\u221a<\/td><\/td><\/tr>
Direction<\/td>\u4e70\u5356\u65b9\u5411<\/td>\u221a<\/td><\/td><\/tr>
OffsetFlag<\/td>\u5f00\u5e73\u6807\u5fd7<\/td>\u221a<\/td><\/td><\/tr>
HedgeType<\/td>\u6295\u673a\/\u5957\u4fdd\/\u5907\u5151\u7c7b\u578b<\/td>\u221a<\/td><\/td><\/tr>
OrderPrice<\/td>\u62a5\u5355\u4ef7\u683c<\/td>\u221a<\/td>nano\u56de\u62a5\uff1a\u5e02\u4ef7\u5355\u4ef7\u683c\u4e3a0\uff0cFPGA\u56de\u62a5\uff1a\u5e02\u4ef7\u5355\u4e3a\u5177\u4f53\u7684\u4ef7\u683c<\/td><\/tr>
OrderVolume<\/td>\u62a5\u5355\u6570\u91cf<\/td>\u221a<\/td><\/td><\/tr>
OrderStatus<\/td>\u62a5\u5355\u72b6\u6001<\/td>\u221a<\/td><\/td><\/tr>
TradeVolume<\/td>\u6210\u4ea4\u6570\u91cf<\/td>\u221a<\/td><\/td><\/tr>
CancelVolume<\/td>\u64a4\u5355\u6570\u91cf<\/td>\u221a<\/td><\/td><\/tr>
TradePrice<\/td>\u6210\u4ea4\u4ef7\u683c<\/td><\/td><\/td><\/tr>
TradingDay<\/td>\u4ea4\u6613\u65e5<\/td><\/td><\/td><\/tr>
InsertDate<\/td>\u62a5\u5355\u65e5\u671f<\/td>\u221a<\/td><\/td><\/tr>
InsertTime<\/td>\u62a5\u5355\u65f6\u95f4<\/td>\u221a<\/td>nano\u56de\u62a5\uff1a\u7cbe\u786e\u5230msFPGA\u56de\u62a5\uff1a\u7cbe\u786e\u5230s<\/td><\/tr>
ReportTime<\/td>\u7533\u62a5\u65f6\u95f4<\/td><\/td><\/td><\/tr>
ExchangeID<\/td>\u4ea4\u6613\u6240\u4ee3\u7801<\/td>\u221a<\/td><\/td><\/tr>
OrderCommand<\/td>\u62a5\u5355\u6307\u4ee4<\/td><\/td><\/td><\/tr>
MinVolume<\/td>\u6700\u5c0f\u6210\u4ea4\u91cf<\/td>\u221a<\/td><\/td><\/tr>
SpringPrice<\/td>\u6b62\u635f\u6b62\u76c8\u4ef7<\/td>\u221a<\/td><\/td><\/tr>
SwapOrderFlag<\/td>\u4e92\u6362\u6807\u5fd7<\/td><\/td><\/td><\/tr>
ForceCloseReason<\/td>\u5f3a\u5e73\u539f\u56e0<\/td>\u221a<\/td><\/td><\/tr>
ErrorMsg<\/td>\u9519\u8bef\u4fe1\u606f<\/td><\/td><\/td><\/tr>
UnderlyingInstrID<\/td>\u671f\u6743\u5bf9\u5e94\u7684\u6807\u7684\u5408\u7ea6\u4ee3\u7801<\/td><\/td><\/td><\/tr>
OrderSource<\/td>\u62a5\u5355\u53d1\u8d77\u65b9<\/td>\u221a<\/td><\/td><\/tr>
CombPositionID<\/td>\u7ec4\u5408\u6301\u4ed3\u7f16\u7801<\/td><\/td><\/td><\/tr>
ExchangeAccountID<\/td>\u4ea4\u6613\u7f16\u7801<\/td>\u221a<\/td><\/td><\/tr>
SeatIndex<\/td>\u5e2d\u4f4d\u7d22\u5f15<\/td><\/td><\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
2.1.2. \u59d4\u6258\u56de\u62a5\uff08\u5e9f\u5355\uff09<\/h3>\n\n\n\n
\u5b57\u6bb5<\/strong><\/td>\u5b57\u6bb5\u8bf4\u660e<\/strong><\/td>\u662f\u5426\u8d4b\u503c<\/strong><\/td><\/tr>
AccountID<\/td>\u8d26\u53f7<\/td><\/td><\/tr>
OrderSysID<\/td>\u62a5\u5355\u7f16\u7801<\/td><\/td><\/tr>
BrokerOrderID<\/td>\u7ecf\u7eaa\u516c\u53f8\u62a5\u5355\u7f16\u7801<\/td><\/td><\/tr>
SessionID<\/td>\u4f1a\u8bdd\u7f16\u7801<\/td>\u221a<\/td><\/tr>
OrderRef<\/td>\u62a5\u5355\u5f15\u7528<\/td>\u221a<\/td><\/tr>
InstrumentID<\/td>\u5408\u7ea6\u4ee3\u7801<\/td>\u221a<\/td><\/tr>
Direction<\/td>\u4e70\u5356\u65b9\u5411<\/td>\u221a<\/td><\/tr>
OffsetFlag<\/td>\u5f00\u5e73\u6807\u5fd7<\/td>\u221a<\/td><\/tr>
HedgeType<\/td>\u6295\u673a\/\u5957\u4fdd\/\u5907\u5151\u7c7b\u578b<\/td>\u221a<\/td><\/tr>
OrderPrice<\/td>\u62a5\u5355\u4ef7\u683c<\/td>\u221a<\/td><\/tr>
OrderVolume<\/td>\u62a5\u5355\u6570\u91cf<\/td>\u221a<\/td><\/tr>
OrderStatus<\/td>\u62a5\u5355\u72b6\u6001<\/td>\u221a<\/td><\/tr>
TradeVolume<\/td>\u6210\u4ea4\u6570\u91cf<\/td><\/td><\/tr>
CancelVolume<\/td>\u64a4\u5355\u6570\u91cf<\/td><\/td><\/tr>
TradePrice<\/td>\u6210\u4ea4\u4ef7\u683c<\/td><\/td><\/tr>
TradingDay<\/td>\u4ea4\u6613\u65e5<\/td><\/td><\/tr>
InsertDate<\/td>\u62a5\u5355\u65e5\u671f<\/td><\/td><\/tr>
InsertTime<\/td>\u62a5\u5355\u65f6\u95f4<\/td><\/td><\/tr>
ReportTime<\/td>\u7533\u62a5\u65f6\u95f4<\/td><\/td><\/tr>
ExchangeID<\/td>\u4ea4\u6613\u6240\u4ee3\u7801<\/td>\u221a<\/td><\/tr>
OrderCommand<\/td>\u62a5\u5355\u6307\u4ee4<\/td><\/td><\/tr>
MinVolume<\/td>\u6700\u5c0f\u6210\u4ea4\u91cf<\/td>\u221a<\/td><\/tr>
SpringPrice<\/td>\u6b62\u635f\u6b62\u76c8\u4ef7<\/td>\u221a<\/td><\/tr>
SwapOrderFlag<\/td>\u4e92\u6362\u6807\u5fd7<\/td><\/td><\/tr>
ForceCloseReason<\/td>\u5f3a\u5e73\u539f\u56e0<\/td>\u221a<\/td><\/tr>
ErrorMsg<\/td>\u9519\u8bef\u4fe1\u606f<\/td>\u221a<\/td><\/tr>
UnderlyingInstrID<\/td>\u671f\u6743\u5bf9\u5e94\u7684\u6807\u7684\u5408\u7ea6\u4ee3\u7801<\/td><\/td><\/tr>
OrderSource<\/td>\u62a5\u5355\u53d1\u8d77\u65b9<\/td>\u221a<\/td><\/tr>
CombPositionID<\/td>\u7ec4\u5408\u6301\u4ed3\u7f16\u7801<\/td><\/td><\/tr>
ExchangeAccountID<\/td>\u4ea4\u6613\u7f16\u7801<\/td>\u221a<\/td><\/tr>
SeatIndex<\/td>\u5e2d\u4f4d\u7d22\u5f15<\/td><\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
2.1.3. \u59d4\u6258\u56de\u62a5\uff08\u64a4\u5e9f\uff09<\/h3>\n\n\n\n
\u5b57\u6bb5<\/strong><\/td>\u5b57\u6bb5\u8bf4\u660e<\/strong><\/td>\u662f\u5426\u8d4b\u503c<\/strong><\/td><\/tr>
AccountID<\/td>\u8d26\u53f7<\/td><\/td><\/tr>
OrderSysID<\/td>\u62a5\u5355\u7f16\u7801<\/td>\u221a<\/td><\/tr>
BrokerOrderID<\/td>\u7ecf\u7eaa\u516c\u53f8\u62a5\u5355\u7f16\u7801<\/td><\/td><\/tr>
SessionID<\/td>\u4f1a\u8bdd\u7f16\u7801<\/td>\u221a<\/td><\/tr>
OrderRef<\/td>\u62a5\u5355\u5f15\u7528<\/td>\u221a<\/td><\/tr>
InstrumentID<\/td>\u5408\u7ea6\u4ee3\u7801<\/td><\/td><\/tr>
Direction<\/td>\u4e70\u5356\u65b9\u5411<\/td><\/td><\/tr>
OffsetFlag<\/td>\u5f00\u5e73\u6807\u5fd7<\/td><\/td><\/tr>
HedgeType<\/td>\u6295\u673a\/\u5957\u4fdd\/\u5907\u5151\u7c7b\u578b<\/td><\/td><\/tr>
OrderPrice<\/td>\u62a5\u5355\u4ef7\u683c<\/td><\/td><\/tr>
OrderVolume<\/td>\u62a5\u5355\u6570\u91cf<\/td><\/td><\/tr>
OrderStatus<\/td>\u62a5\u5355\u72b6\u6001<\/td>\u221a<\/td><\/tr>
TradeVolume<\/td>\u6210\u4ea4\u6570\u91cf<\/td><\/td><\/tr>
CancelVolume<\/td>\u64a4\u5355\u6570\u91cf<\/td><\/td><\/tr>
TradePrice<\/td>\u6210\u4ea4\u4ef7\u683c<\/td><\/td><\/tr>
TradingDay<\/td>\u4ea4\u6613\u65e5<\/td><\/td><\/tr>
InsertDate<\/td>\u62a5\u5355\u65e5\u671f<\/td><\/td><\/tr>
InsertTime<\/td>\u62a5\u5355\u65f6\u95f4<\/td><\/td><\/tr>
ReportTime<\/td>\u7533\u62a5\u65f6\u95f4<\/td><\/td><\/tr>
ExchangeID<\/td>\u4ea4\u6613\u6240\u4ee3\u7801<\/td>\u221a<\/td><\/tr>
OrderCommand<\/td>\u62a5\u5355\u6307\u4ee4<\/td><\/td><\/tr>
MinVolume<\/td>\u6700\u5c0f\u6210\u4ea4\u91cf<\/td><\/td><\/tr>
SpringPrice<\/td>\u6b62\u635f\u6b62\u76c8\u4ef7<\/td><\/td><\/tr>
SwapOrderFlag<\/td>\u4e92\u6362\u6807\u5fd7<\/td><\/td><\/tr>
ForceCloseReason<\/td>\u5f3a\u5e73\u539f\u56e0<\/td><\/td><\/tr>
ErrorMsg<\/td>\u9519\u8bef\u4fe1\u606f<\/td>\u221a<\/td><\/tr>
UnderlyingInstrID<\/td>\u671f\u6743\u5bf9\u5e94\u7684\u6807\u7684\u5408\u7ea6\u4ee3\u7801<\/td><\/td><\/tr>
OrderSource<\/td>\u62a5\u5355\u53d1\u8d77\u65b9<\/td>\u221a<\/td><\/tr>
CombPositionID<\/td>\u7ec4\u5408\u6301\u4ed3\u7f16\u7801<\/td><\/td><\/tr>
ExchangeAccountID<\/td>\u4ea4\u6613\u7f16\u7801<\/td>\u221a<\/td><\/tr>
SeatIndex<\/td>\u5e2d\u4f4d\u7d22\u5f15<\/td><\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
2.1.4. \u6210\u4ea4\u56de\u62a5<\/h3>\n\n\n\n
\u5b57\u6bb5<\/strong><\/td>\u5b57\u6bb5\u8bf4\u660e<\/strong><\/td>\u662f\u5426\u8d4b\u503c<\/strong><\/td><\/tr>
AccountID<\/td>\u8d26\u53f7<\/td><\/td><\/tr>
TradeID<\/td>\u6210\u4ea4\u7f16\u7801<\/td>\u221a<\/td><\/tr>
OrderSysID<\/td>\u62a5\u5355\u7f16\u7801<\/td>\u221a<\/td><\/tr>
BrokerOrderID<\/td>\u7ecf\u7eaa\u516c\u53f8\u62a5\u5355\u7f16\u7801<\/td><\/td><\/tr>
SessionID<\/td>\u4f1a\u8bdd\u7f16\u7801<\/td>\u221a<\/td><\/tr>
OrderRef<\/td>\u62a5\u5355\u5f15\u7528<\/td>\u221a<\/td><\/tr>
ExchangeID<\/td>\u4ea4\u6613\u6240\u4ee3\u7801<\/td>\u221a<\/td><\/tr>
InstrumentID<\/td>\u5408\u7ea6\u4ee3\u7801<\/td>\u221a<\/td><\/tr>
Direction<\/td>\u4e70\u5356\u65b9\u5411<\/td>\u221a<\/td><\/tr>
OffsetFlag<\/td>\u5f00\u5e73\u6807\u5fd7<\/td>\u221a<\/td><\/tr>
HedgeType<\/td>\u6295\u673a\/\u5957\u4fdd\/\u5907\u5151\u7c7b\u578b<\/td>\u221a<\/td><\/tr>
TradeVolume<\/td>\u6210\u4ea4\u6570\u91cf<\/td>\u221a<\/td><\/tr>
TradePrice<\/td>\u6210\u4ea4\u4ef7\u683c<\/td>\u221a<\/td><\/tr>
TradingDay<\/td>\u4ea4\u6613\u65e5<\/td>\u221a<\/td><\/tr>
TradeTime<\/td>\u6210\u4ea4\u65f6\u95f4<\/td>\u221a<\/td><\/tr>
UnderlyingInstrID<\/td>\u671f\u6743\u5bf9\u5e94\u7684\u6807\u7684\u5408\u7ea6\u4ee3\u7801<\/td><\/td><\/tr>
CombPositionID<\/td>\u7ec4\u5408\u6301\u4ed3\u7f16\u7801<\/td><\/td><\/tr>
TradeCommission<\/td>\u6210\u4ea4\u624b\u7eed\u8d39<\/td><\/td><\/tr>
ExchangeAccountID<\/td>\u4ea4\u6613\u7f16\u7801<\/td>\u221a<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
2.2. \u6ce8\u610f\u4e8b\u9879<\/h2>\n\n\n\n
1\uff0c\u56de\u62a5\u63a5\u53e3\u901a\u8fc7\u4e0b\u9762\u4e24\u4e2a\u63a5\u53e3\u8fd4\u56de\uff0c\u548cnano\u67dc\u53f0\u56de\u62a5\u63a5\u53e3\u4e00\u81f4<\/strong><\/p>\n\n\n\n
\"\"<\/figure>\n\n\n\n
\u6ce8\u610f\u70b9\uff1a\u5e9f\u5355\u5206\u67dc\u53f0\u5e9f\u5355\u548c\u4ea4\u6613\u6240\u5e9f\u5355\uff0c\u9700\u8981\u5904\u7406\u4e0bOnRtnOrder\u7684\u5e9f\u5355\u56de\u62a5\u3002<\/strong><\/p>\n\n\n\n
\u67dc\u53f0\u5e9f\u5355\uff1a\u8c03\u7528\u4ea4\u6613\u6240API\u8fd4\u56de\u9519\u8bef\uff08\u8d85\u8fc7\u4ea4\u6613\u6240API\u6d41\u63a7\uff09\u53ea\u80fd\u901a\u8fc7OnRtnOrder\u8fd4\u56de<\/p>\n\n\n\n
\u4ea4\u6613\u6240\u5e9f\u5355\uff1a\u53ef\u4ee5\u901a\u8fc7OnRtnOrder\u548cOnFPGARtnOrder\u8fd4\u56de<\/p>\n\n\n\n
2\uff0c\u5173\u4e8eFAK\u5355\u5b50\u7684\u59d4\u6258\u56de\u62a5<\/strong><\/p>\n\n\n\n
\u5168\u90e8\u64a4\u5355<\/strong><\/p>\n\n\n\n
nano\u67dc\u53f0\u56de\u62a5\u5148\u540e\u987a\u5e8f\u662fHS_OS_Reported<\/strong>--->HS_OS_Canceled<\/p>\n\n\n\n
FPGA\u56de\u62a5\u52a0\u901f\u5148\u540e\u987a\u5e8f\u662fHS_OS_Canceled<\/p>\n\n\n\n
\u90e8\u5206\u6210\u4ea4<\/strong><\/p>\n\n\n\n
nano\u67dc\u53f0\u56de\u62a5\u5148\u540e\u987a\u5e8f\u662fHS_OS_Reported<\/strong>--->HS_OS_CanceledWithPartsTraded--->HS_OS_PartsTraded<\/p>\n\n\n\n
FPGA\u56de\u62a5\u52a0\u901f\u5148\u540e\u987a\u5e8f\u662fHS_OS_CanceledWithPartsTraded--->HS_OS_PartsTraded<\/p>\n\n\n\n
\u5168\u90e8\u6210\u4ea4<\/strong><\/p>\n\n\n\n
nano\u67dc\u53f0\u56de\u62a5\u5148\u540e\u987a\u5e8f\u662fHS_OS_Reported<\/strong>--->HS_OS_Traded<\/p>\n\n\n\n
FPGA\u56de\u62a5\u52a0\u901f\u5148\u540e\u987a\u5e8f\u662fHS_OS_Traded<\/p>\n\n\n\n
2\uff0c\u5173\u4e8eFOK\u5355\u5b50\u7684\u59d4\u6258\u56de\u62a5<\/strong><\/p>\n\n\n\n
\u5168\u90e8\u64a4\u5355<\/strong><\/p>\n\n\n\n
nano\u67dc\u53f0\u56de\u62a5\u5148\u540e\u987a\u5e8f\u662fHS_OS_Reported<\/strong>--->HS_OS_Canceled<\/p>\n\n\n\n
FPGA\u56de\u62a5\u52a0\u901f\u5148\u540e\u987a\u5e8f\u662fHS_OS_Canceled<\/p>\n\n\n\n
\u5168\u90e8\u6210\u4ea4<\/strong><\/p>\n\n\n\n
nano\u67dc\u53f0\u56de\u62a5\u5148\u540e\u987a\u5e8f\u662fHS_OS_Reported<\/strong>--->HS_OS_Traded<\/p>\n\n\n\n
FPGA\u56de\u62a5\u52a0\u901f\u5148\u540e\u987a\u5e8f\u662fHS_OS_Traded<\/p>\n\n\n\n
3\uff0c\u5173\u4e8e\u64a4\u5e9f\u7684\u5355\u5b50<\/strong><\/p>\n\n\n\n
nano\u67dc\u53f0\u56de\u62a5\u662f\u8be5\u59d4\u6258\u539f\u5148\u7684\u72b6\u6001\uff0c\u6bd4\u5982\u88ab\u64a4\u59d4\u6258\u662fHS_OS_Reported\uff0c\u5219\u63a8\u9001\u56de\u6765\u7684\u8fd8\u662fHS_OS_Reported<\/p>\n\n\n\n
FPGA\u56de\u62a5\u662f\u64a4\u5e9f\u72b6\u6001\uff1aHS_OS_CancelFailed<\/p>\n\n\n\n
3. \u5927\u8fde\u56de\u62a5\u52a0\u901f<\/h1>\n\n\n\n
3.1. \u5404\u59d4\u6258\u72b6\u6001\u4e0b\u652f\u6301\u7684\u5b57\u6bb5<\/h2>\n\n\n\n
3.1.1. \u59d4\u6258\u56de\u62a5\uff08\u786e\u8ba4\uff09<\/h3>\n\n\n\n
\u5b57\u6bb5<\/strong><\/td>\u5b57\u6bb5\u8bf4\u660e<\/strong><\/td>\u662f\u5426\u8d4b\u503c<\/strong><\/td>\u5907\u6ce8<\/strong><\/td><\/tr>
AccountID<\/td>\u8d26\u53f7<\/td><\/td><\/td><\/tr>
OrderSysID<\/td>\u62a5\u5355\u7f16\u7801<\/td>\u221a<\/td><\/td><\/tr>
BrokerOrderID<\/td>\u7ecf\u7eaa\u516c\u53f8\u62a5\u5355\u7f16\u7801<\/td>\u221a<\/td>\u4ea4\u6613\u6240\u5b9a\u5355\u7684\u59d4\u6258\u6279\u6b21\u53f7\uff0c\u4f7f\u7528\u56de\u62a5\u52a0\u901f\u64a4\u5355\u63a5\u53e3\u65f6\u5fc5\u987b\u4f20\u5165\u6b64\u5b57\u6bb5<\/td><\/tr>
SessionID<\/td>\u4f1a\u8bdd\u7f16\u7801<\/td><\/td><\/td><\/tr>
OrderRef<\/td>\u62a5\u5355\u5f15\u7528<\/td><\/td><\/td><\/tr>
ExchangeID<\/td>\u4ea4\u6613\u6240\u4ee3\u7801<\/td>\u221a<\/td><\/td><\/tr>
InstrumentID<\/td>\u5408\u7ea6\u4ee3\u7801<\/td>\u221a<\/td><\/td><\/tr>
Direction<\/td>\u4e70\u5356\u65b9\u5411<\/td>\u221a<\/td><\/td><\/tr>
OffsetFlag<\/td>\u5f00\u5e73\u6807\u5fd7<\/td>\u221a<\/td><\/td><\/tr>
HedgeType<\/td>\u6295\u673a\/\u5957\u4fdd\/\u5907\u5151\u7c7b\u578b<\/td>\u221a<\/td><\/td><\/tr>
OrderPrice<\/td>\u62a5\u5355\u4ef7\u683c<\/td>\u221a<\/td><\/td><\/tr>
OrderVolume<\/td>\u62a5\u5355\u6570\u91cf<\/td>\u221a<\/td><\/td><\/tr>
OrderStatus<\/td>\u62a5\u5355\u72b6\u6001<\/td>\u221a<\/td><\/td><\/tr>
TradeVolume<\/td>\u6210\u4ea4\u6570\u91cf<\/td><\/td><\/td><\/tr>
CancelVolume<\/td>\u64a4\u5355\u6570\u91cf<\/td><\/td><\/td><\/tr>
TradePrice<\/td>\u6210\u4ea4\u4ef7\u683c<\/td><\/td><\/td><\/tr>
TradingDay<\/td>\u4ea4\u6613\u65e5<\/td><\/td><\/td><\/tr>
InsertDate<\/td>\u62a5\u5355\u65e5\u671f<\/td>\u221a<\/td><\/td><\/tr>
InsertTime<\/td>\u62a5\u5355\u65f6\u95f4<\/td>\u221a<\/td>nano\u56de\u62a5\uff1a\u7cbe\u786e\u5230msFPGA\u56de\u62a5\uff1a\u7cbe\u786e\u5230s<\/td><\/tr>
ReportTime<\/td>\u7533\u62a5\u65f6\u95f4<\/td><\/td><\/td><\/tr>
OrderCommand<\/td>\u62a5\u5355\u6307\u4ee4<\/td><\/td><\/td><\/tr>
MinVolume<\/td>\u6700\u5c0f\u6210\u4ea4\u91cf<\/td><\/td><\/td><\/tr>
SpringPrice<\/td>\u6b62\u635f\u6b62\u76c8\u4ef7<\/td><\/td><\/td><\/tr>
SwapOrderFlag<\/td>\u4e92\u6362\u6807\u5fd7<\/td><\/td><\/td><\/tr>
ForceCloseReason<\/td>\u5f3a\u5e73\u539f\u56e0<\/td><\/td><\/td><\/tr>
ErrorMsg<\/td>\u9519\u8bef\u4fe1\u606f<\/td><\/td><\/td><\/tr>
UnderlyingInstrID<\/td>\u671f\u6743\u5bf9\u5e94\u7684\u6807\u7684\u5408\u7ea6\u4ee3\u7801<\/td><\/td><\/td><\/tr>
OrderSource<\/td>\u62a5\u5355\u53d1\u8d77\u65b9<\/td><\/td><\/td><\/tr>
CombPositionID<\/td>\u7ec4\u5408\u6301\u4ed3\u7f16\u7801<\/td><\/td><\/td><\/tr>
ExchangeAccountID<\/td>\u4ea4\u6613\u7f16\u7801<\/td>\u221a<\/td><\/td><\/tr>
SeatIndex<\/td>\u5e2d\u4f4d\u7d22\u5f15<\/td><\/td><\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
3.1.2. \u59d4\u6258\u56de\u62a5\uff08\u5e9f\u5355\uff09<\/h3>\n\n\n\n
\u5b57\u6bb5<\/strong><\/td>\u5b57\u6bb5\u8bf4\u660e<\/strong><\/td>\u662f\u5426\u8d4b\u503c<\/strong><\/td><\/tr>
AccountID<\/td>\u8d26\u53f7<\/td>\u221a<\/td><\/tr>
OrderSysID<\/td>\u62a5\u5355\u7f16\u7801<\/td><\/td><\/tr>
BrokerOrderID<\/td>\u7ecf\u7eaa\u516c\u53f8\u62a5\u5355\u7f16\u7801<\/td>\u221a<\/td><\/tr>
SessionID<\/td>\u4f1a\u8bdd\u7f16\u7801<\/td>\u221a<\/td><\/tr>
OrderRef<\/td>\u62a5\u5355\u5f15\u7528<\/td>\u221a<\/td><\/tr>
ExchangeID<\/td>\u4ea4\u6613\u6240\u4ee3\u7801<\/td>\u221a<\/td><\/tr>
InstrumentID<\/td>\u5408\u7ea6\u4ee3\u7801<\/td>\u221a<\/td><\/tr>
Direction<\/td>\u4e70\u5356\u65b9\u5411<\/td>\u221a<\/td><\/tr>
OffsetFlag<\/td>\u5f00\u5e73\u6807\u5fd7<\/td>\u221a<\/td><\/tr>
HedgeType<\/td>\u6295\u673a\/\u5957\u4fdd\/\u5907\u5151\u7c7b\u578b<\/td>\u221a<\/td><\/tr>
OrderPrice<\/td>\u62a5\u5355\u4ef7\u683c<\/td>\u221a<\/td><\/tr>
OrderVolume<\/td>\u62a5\u5355\u6570\u91cf<\/td>\u221a<\/td><\/tr>
OrderStatus<\/td>\u62a5\u5355\u72b6\u6001<\/td>\u221a<\/td><\/tr>
TradeVolume<\/td>\u6210\u4ea4\u6570\u91cf<\/td><\/td><\/tr>
CancelVolume<\/td>\u64a4\u5355\u6570\u91cf<\/td><\/td><\/tr>
TradePrice<\/td>\u6210\u4ea4\u4ef7\u683c<\/td><\/td><\/tr>
TradingDay<\/td>\u4ea4\u6613\u65e5<\/td><\/td><\/tr>
InsertDate<\/td>\u62a5\u5355\u65e5\u671f<\/td><\/td><\/tr>
InsertTime<\/td>\u62a5\u5355\u65f6\u95f4<\/td><\/td><\/tr>
ReportTime<\/td>\u7533\u62a5\u65f6\u95f4<\/td><\/td><\/tr>
OrderCommand<\/td>\u62a5\u5355\u6307\u4ee4<\/td>\u221a<\/td><\/tr>
MinVolume<\/td>\u6700\u5c0f\u6210\u4ea4\u91cf<\/td><\/td><\/tr>
SpringPrice<\/td>\u6b62\u635f\u6b62\u76c8\u4ef7<\/td><\/td><\/tr>
SwapOrderFlag<\/td>\u4e92\u6362\u6807\u5fd7<\/td><\/td><\/tr>
ForceCloseReason<\/td>\u5f3a\u5e73\u539f\u56e0<\/td><\/td><\/tr>
ErrorMsg<\/td>\u9519\u8bef\u4fe1\u606f<\/td>\u221a<\/td><\/tr>
UnderlyingInstrID<\/td>\u671f\u6743\u5bf9\u5e94\u7684\u6807\u7684\u5408\u7ea6\u4ee3\u7801<\/td><\/td><\/tr>
OrderSource<\/td>\u62a5\u5355\u53d1\u8d77\u65b9<\/td><\/td><\/tr>
CombPositionID<\/td>\u7ec4\u5408\u6301\u4ed3\u7f16\u7801<\/td><\/td><\/tr>
ExchangeAccountID<\/td>\u4ea4\u6613\u7f16\u7801<\/td>\u221a<\/td><\/tr>
SeatIndex<\/td>\u5e2d\u4f4d\u7d22\u5f15<\/td>\u221a<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
3.1.3. \u59d4\u6258\u56de\u62a5\uff08\u90e8\u64a4\uff0c\u5df2\u64a4\uff0c\u64a4\u5e9f\uff09<\/h3>\n\n\n\n
\u5b57\u6bb5<\/strong><\/td>\u5b57\u6bb5\u8bf4\u660e<\/strong><\/td>\u662f\u5426\u8d4b\u503c<\/strong><\/td>\u5907\u6ce8<\/strong><\/td><\/tr>
AccountID<\/td>\u8d26\u53f7<\/td><\/td><\/td><\/tr>
OrderSysID<\/td>\u62a5\u5355\u7f16\u7801<\/td>\u221a<\/td><\/td><\/tr>
BrokerOrderID<\/td>\u7ecf\u7eaa\u516c\u53f8\u62a5\u5355\u7f16\u7801<\/td>\u221a<\/td><\/td><\/tr>
SessionID<\/td>\u4f1a\u8bdd\u7f16\u7801<\/td><\/td><\/td><\/tr>
OrderRef<\/td>\u62a5\u5355\u5f15\u7528<\/td><\/td><\/td><\/tr>
ExchangeID<\/td>\u4ea4\u6613\u6240\u4ee3\u7801<\/td>\u221a<\/td><\/td><\/tr>
InstrumentID<\/td>\u5408\u7ea6\u4ee3\u7801<\/td>\u221a<\/td><\/td><\/tr>
Direction<\/td>\u4e70\u5356\u65b9\u5411<\/td><\/td><\/td><\/tr>
OffsetFlag<\/td>\u5f00\u5e73\u6807\u5fd7<\/td><\/td><\/td><\/tr>
HedgeType<\/td>\u6295\u673a\/\u5957\u4fdd\/\u5907\u5151\u7c7b\u578b<\/td><\/td><\/td><\/tr>
OrderPrice<\/td>\u62a5\u5355\u4ef7\u683c<\/td><\/td><\/td><\/tr>
OrderVolume<\/td>\u62a5\u5355\u6570\u91cf<\/td><\/td><\/td><\/tr>
OrderStatus<\/td>\u62a5\u5355\u72b6\u6001<\/td>\u221a<\/td><\/td><\/tr>
TradeVolume<\/td>\u6210\u4ea4\u6570\u91cf<\/td>\u221a<\/td>\u5f53\u524d\u5b9a\u5355\u7684\u603b\u6210\u4ea4\u6570\u91cf<\/td><\/tr>
CancelVolume<\/td>\u64a4\u5355\u6570\u91cf<\/td>\u221a<\/td>\u5f53\u524d\u5b9a\u5355\u7684\u603b\u64a4\u5355\u6570\u91cf<\/td><\/tr>
TradePrice<\/td>\u6210\u4ea4\u4ef7\u683c<\/td><\/td><\/td><\/tr>
TradingDay<\/td>\u4ea4\u6613\u65e5<\/td><\/td><\/td><\/tr>
InsertDate<\/td>\u62a5\u5355\u65e5\u671f<\/td><\/td><\/td><\/tr>
InsertTime<\/td>\u62a5\u5355\u65f6\u95f4<\/td><\/td><\/td><\/tr>
ReportTime<\/td>\u7533\u62a5\u65f6\u95f4<\/td><\/td><\/td><\/tr>
OrderCommand<\/td>\u62a5\u5355\u6307\u4ee4<\/td><\/td><\/td><\/tr>
MinVolume<\/td>\u6700\u5c0f\u6210\u4ea4\u91cf<\/td><\/td><\/td><\/tr>
SpringPrice<\/td>\u6b62\u635f\u6b62\u76c8\u4ef7<\/td><\/td><\/td><\/tr>
SwapOrderFlag<\/td>\u4e92\u6362\u6807\u5fd7<\/td><\/td><\/td><\/tr>
ForceCloseReason<\/td>\u5f3a\u5e73\u539f\u56e0<\/td><\/td><\/td><\/tr>
ErrorMsg<\/td>\u9519\u8bef\u4fe1\u606f<\/td>\u221a<\/td><\/td><\/tr>
UnderlyingInstrID<\/td>\u671f\u6743\u5bf9\u5e94\u7684\u6807\u7684\u5408\u7ea6\u4ee3\u7801<\/td><\/td><\/td><\/tr>
OrderSource<\/td>\u62a5\u5355\u53d1\u8d77\u65b9<\/td>\u221a<\/td><\/td><\/tr>
CombPositionID<\/td>\u7ec4\u5408\u6301\u4ed3\u7f16\u7801<\/td><\/td><\/td><\/tr>
ExchangeAccountID<\/td>\u4ea4\u6613\u7f16\u7801<\/td>\u221a<\/td><\/td><\/tr>
SeatIndex<\/td>\u5e2d\u4f4d\u7d22\u5f15<\/td><\/td><\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
3.1.4. \u59d4\u6258\u56de\u62a5\uff08\u90e8\u6210\u6216\u5df2\u6210\uff09<\/h3>\n\n\n\n
\u5b57\u6bb5<\/strong><\/td>\u5b57\u6bb5\u8bf4\u660e<\/strong><\/td>\u662f\u5426\u8d4b\u503c<\/strong><\/td>\u5907\u6ce8<\/strong><\/td><\/tr>
AccountID<\/td>\u8d26\u53f7<\/td><\/td><\/td><\/tr>
OrderSysID<\/td>\u62a5\u5355\u7f16\u7801<\/td>\u221a<\/td><\/td><\/tr>
BrokerOrderID<\/td>\u7ecf\u7eaa\u516c\u53f8\u62a5\u5355\u7f16\u7801<\/td>\u221a<\/td>\u4ea4\u6613\u6240\u5b9a\u5355\u7684\u59d4\u6258\u6279\u6b21\u53f7\uff0c\u4f7f\u7528\u56de\u62a5\u52a0\u901f\u64a4\u5355\u63a5\u53e3\u65f6\u5fc5\u987b\u4f20\u5165\u6b64\u5b57\u6bb5<\/td><\/tr>
SessionID<\/td>\u4f1a\u8bdd\u7f16\u7801<\/td><\/td><\/td><\/tr>
OrderRef<\/td>\u62a5\u5355\u5f15\u7528<\/td><\/td><\/td><\/tr>
ExchangeID<\/td>\u4ea4\u6613\u6240\u4ee3\u7801<\/td>\u221a<\/td><\/td><\/tr>
InstrumentID<\/td>\u5408\u7ea6\u4ee3\u7801<\/td>\u221a<\/td><\/td><\/tr>
Direction<\/td>\u4e70\u5356\u65b9\u5411<\/td>\u221a<\/td><\/td><\/tr>
OffsetFlag<\/td>\u5f00\u5e73\u6807\u5fd7<\/td>\u221a<\/td><\/td><\/tr>
HedgeType<\/td>\u6295\u673a\/\u5957\u4fdd\/\u5907\u5151\u7c7b\u578b<\/td>\u221a<\/td><\/td><\/tr>
OrderPrice<\/td>\u62a5\u5355\u4ef7\u683c<\/td><\/td><\/td><\/tr>
OrderVolume<\/td>\u62a5\u5355\u6570\u91cf<\/td>\u221a<\/td><\/td><\/tr>
OrderStatus<\/td>\u62a5\u5355\u72b6\u6001<\/td>\u221a<\/td><\/td><\/tr>
TradeVolume<\/td>\u6210\u4ea4\u6570\u91cf<\/td>\u221a<\/td>\u5f53\u524d\u5b9a\u5355\u7684\u603b\u6210\u4ea4\u6570\u91cf\u3002\u533a\u522b\u4e8e\u672c\u6b21\u6210\u4ea4\u7684\u6570\u91cf\u3002<\/td><\/tr>
CancelVolume<\/td>\u64a4\u5355\u6570\u91cf<\/td><\/td><\/td><\/tr>
TradePrice<\/td>\u6210\u4ea4\u4ef7\u683c<\/td>\u221a<\/td><\/td><\/tr>
TradingDay<\/td>\u4ea4\u6613\u65e5<\/td>\u221a<\/td><\/td><\/tr>
InsertDate<\/td>\u62a5\u5355\u65e5\u671f<\/td><\/td><\/td><\/tr>
InsertTime<\/td>\u62a5\u5355\u65f6\u95f4<\/td><\/td><\/td><\/tr>
ReportTime<\/td>\u7533\u62a5\u65f6\u95f4<\/td><\/td><\/td><\/tr>
OrderCommand<\/td>\u62a5\u5355\u6307\u4ee4<\/td><\/td><\/td><\/tr>
MinVolume<\/td>\u6700\u5c0f\u6210\u4ea4\u91cf<\/td><\/td><\/td><\/tr>
SpringPrice<\/td>\u6b62\u635f\u6b62\u76c8\u4ef7<\/td><\/td><\/td><\/tr>
SwapOrderFlag<\/td>\u4e92\u6362\u6807\u5fd7<\/td><\/td><\/td><\/tr>
ForceCloseReason<\/td>\u5f3a\u5e73\u539f\u56e0<\/td><\/td><\/td><\/tr>
ErrorMsg<\/td>\u9519\u8bef\u4fe1\u606f<\/td><\/td><\/td><\/tr>
UnderlyingInstrID<\/td>\u671f\u6743\u5bf9\u5e94\u7684\u6807\u7684\u5408\u7ea6\u4ee3\u7801<\/td><\/td><\/td><\/tr>
OrderSource<\/td>\u62a5\u5355\u53d1\u8d77\u65b9<\/td><\/td><\/td><\/tr>
CombPositionID<\/td>\u7ec4\u5408\u6301\u4ed3\u7f16\u7801<\/td><\/td><\/td><\/tr>
ExchangeAccountID<\/td>\u4ea4\u6613\u7f16\u7801<\/td><\/td>\u221a<\/td><\/tr>
SeatIndex<\/td>\u5e2d\u4f4d\u7d22\u5f15<\/td><\/td><\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
3.1.5. \u6210\u4ea4\u56de\u62a5<\/h3>\n\n\n\n
\u5b57\u6bb5<\/strong><\/td>\u5b57\u6bb5\u8bf4\u660e<\/strong><\/td>\u662f\u5426\u8d4b\u503c<\/strong><\/td>\u5907\u6ce8<\/strong><\/td><\/tr>
AccountID<\/td>\u8d26\u53f7<\/td><\/td><\/td><\/tr>
TradeID<\/td>\u6210\u4ea4\u7f16\u7801<\/td>\u221a<\/td><\/td><\/tr>
OrderSysID<\/td>\u62a5\u5355\u7f16\u7801<\/td>\u221a<\/td><\/td><\/tr>
BrokerOrderID<\/td>\u7ecf\u7eaa\u516c\u53f8\u62a5\u5355\u7f16\u7801<\/td>\u221a<\/td>\u4ea4\u6613\u6240\u5b9a\u5355\u59d4\u6258\u6279\u6b21\u53f7<\/td><\/tr>
SessionID<\/td>\u4f1a\u8bdd\u7f16\u7801<\/td><\/td><\/td><\/tr>
OrderRef<\/td>\u62a5\u5355\u5f15\u7528<\/td><\/td><\/td><\/tr>
ExchangeID<\/td>\u4ea4\u6613\u6240\u4ee3\u7801<\/td>\u221a<\/td><\/td><\/tr>
InstrumentID<\/td>\u5408\u7ea6\u4ee3\u7801<\/td>\u221a<\/td><\/td><\/tr>
Direction<\/td>\u4e70\u5356\u65b9\u5411<\/td>\u221a<\/td><\/td><\/tr>
OffsetFlag<\/td>\u5f00\u5e73\u6807\u5fd7<\/td>\u221a<\/td><\/td><\/tr>
HedgeType<\/td>\u6295\u673a\/\u5957\u4fdd\/\u5907\u5151\u7c7b\u578b<\/td>\u221a<\/td><\/td><\/tr>
TradeVolume<\/td>\u6210\u4ea4\u6570\u91cf<\/td>\u221a<\/td>\u672c\u6b21\u6210\u4ea4\u7684\u6570\u91cf\u3002\u533a\u522b\u4e8e\u5f53\u524d\u5b9a\u5355\u7684\u603b\u6210\u4ea4\u6570\u91cf\u3002<\/td><\/tr>
TradePrice<\/td>\u6210\u4ea4\u4ef7\u683c<\/td>\u221a<\/td><\/td><\/tr>
TradingDay<\/td>\u4ea4\u6613\u65e5<\/td>\u221a<\/td><\/td><\/tr>
TradeTime<\/td>\u6210\u4ea4\u65f6\u95f4<\/td>\u221a<\/td><\/td><\/tr>
UnderlyingInstrID<\/td>\u671f\u6743\u5bf9\u5e94\u7684\u6807\u7684\u5408\u7ea6\u4ee3\u7801<\/td><\/td><\/td><\/tr>
CombPositionID<\/td>\u7ec4\u5408\u6301\u4ed3\u7f16\u7801<\/td><\/td><\/td><\/tr>
TradeCommission<\/td>\u6210\u4ea4\u624b\u7eed\u8d39<\/td><\/td><\/td><\/tr>
ExchangeAccountID<\/td>\u4ea4\u6613\u7f16\u7801<\/td>\u221a<\/td><\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
3.2. \u6ce8\u610f\u4e8b\u9879<\/h2>\n\n\n\n
    \n
  1. API\u5f00\u542f\u5927\u8fde\u56de\u62a5\u52a0\u901f\u5e76\u767b\u5f55\u6210\u529f\u540e\uff0c\u4f1a\u6536\u5230OnNotifyReturnSource<\/code>\u63a5\u53e3\u56de\u62a5\u6765\u6e90\u901a\u77e5\u3002\n
      \n
    • \u5f53\u901a\u77e5\u63a5\u53e3\u4e2dDceReturnSource<\/code>\u5b57\u6bb5\u4e3a1<\/code>\u7684\u65f6\u5019\uff0c\u8868\u793a\u540e\u7eed\u56de\u62a5\u662f\u6765\u81ea\u5927\u8fde\u56de\u62a5\u52a0\u901f\u670d\u52a1\uff0c\u9700\u4f7f\u7528\u56de\u62a5\u52a0\u901f\u64a4\u5355ReqFpgaOrderAction\u63a5\u53e3\u8fdb\u884c\u64a4\u5355<\/li>\n\n\n\n
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